Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,58% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 459 CHF | 65 485 CHF | 99,00% | 99,00% |
19/11/2024 | 1,58% | 1,27 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 921 CHF | 64 942 CHF | 99,99% | 99,99% |
18/11/2024 | 1,89% | 1,32 CHF | 1,35 CHF | 50 000 | 50 000 | 47 794 | 44 486 | 63 859 CHF | 60 508 CHF | 100,00% | 100,00% |
15/11/2024 | 1,68% | 1,38 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 489 CHF | 69 652 CHF | 100,00% | 100,00% |
14/11/2024 | 1,76% | 1,37 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 605 CHF | 69 825 CHF | 97,75% | 97,75% |
13/11/2024 | 1,57% | 1,33 CHF | 1,35 CHF | 50 000 | 50 000 | 49 884 | 49 710 | 66 918 CHF | 67 739 CHF | 99,36% | 99,36% |
12/11/2024 | 1,58% | 1,37 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 172 CHF | 72 304 CHF | 100,00% | 100,00% |
11/11/2024 | 1,66% | 1,49 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 080 CHF | 75 317 CHF | 100,00% | 100,00% |
08/11/2024 | 1,58% | 1,42 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 821 CHF | 71 950 CHF | 99,47% | 99,47% |
07/11/2024 | 1,57% | 1,45 CHF | 1,47 CHF | 50 000 | 50 000 | 49 494 | 48 736 | 69 173 CHF | 69 214 CHF | 95,06% | 95,06% |